First of all, you shouldn't make multiple threads to ask the same questions.
As Zear said, open the "readme" files and follow those instructions. This text is from the readme file from eduke32:
Installation:
1) Copy the eduke32 directory somewhere on your filesystem
2) Put the duke3d.grp file from your original Duke Nukem 3D CD in the same directory
3) Run the ./eduke32.dge executable
Note: If you are upgrading from the older version, you might need to delete /local/home/.eduke32 directory first.
1 - It says "somewhere" because it doesn't matter where you put it. The root of the SD card, a subfolder, the internal memory. You can put the files in a folder named "eduke32" or "thatgamewithduke" and it's the same process.
2 - You need the CD, you have to search for that file on the CD and copy it to the same folder from step one
3 - Add a link to that file like I told you on your other thread.
If you get stuck in some of this steps please ask a more detailed question, asking only for more details is not enough to give you an answer.